+154.8%
HPQ vs STLA
+263.8%
-109.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.9% |
| 7D | +6.9% | +2.6% | +4.4% | +6.2% |
| 30D | +14.4% | -1.2% | +15.7% | +14.6% |
| 3M | +25.6% | -24.8% | +50.4% | +33.9% |
| 6M | +75.0% | -25.6% | +100.6% | +86.0% |
| YTD | +50.7% | -48.9% | +99.6% | +73.5% |
| 1Y | +18.7% | -38.8% | +57.4% | +29.6% |
| 3Y | +21.5% | -64.5% | +86.1% | +48.1% |
| 5Y | +31.6% | -62.4% | +94.0% | +55.3% |
| 10Y | +216.1% | +55.4% | +160.7% | +184.2% |
| All | +154.8% | +263.8% | -109.0% | +145.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling